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Continuing Problem 11.4.3, find the optimal filter h = [h0 h1] based on M = 2 samples of Yn. What value of c minimizes the mean square estimation error?
Problem 11.4.3
Let Xn be a wide sense stationary random sequence with expected value E[Xn] = 0 and autocorrelation function
Where |c|
Where Zn is an iid noise sequence, independent of Xn, with E[Zn] = 0 and Var[Zn] = η2. Find the LMSE estimate of Xn given Yn and the minimum mean square estimaton error
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